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	param	t-stat
$ω$	1.4845	6.46
$α$	0.1109	9.41
$β$	0.8686	61.89
$γ_{1}$	-0.1065	-3.54
$γ_{2}$	0.1758	3.63
$γ_{3}$	-0.2277	-4.12

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WABCO Holdings Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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